+51.0%
SWKS vs CMI
+323.3%
-272.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.7% |
| 7D | +10.9% | +1.5% | +9.3% | +9.8% |
| 30D | +17.6% | -14.0% | +31.6% | +28.1% |
| 3M | +29.2% | -28.3% | +57.5% | +56.7% |
| 6M | +37.0% | -34.9% | +71.9% | +74.6% |
| YTD | +44.9% | -9.9% | +54.8% | +46.8% |
| 1Y | +33.8% | -3.6% | +37.5% | +29.6% |
| 3Y | +10.2% | +120.9% | -110.7% | -39.4% |
| 5Y | -37.0% | +116.1% | -153.1% | -65.3% |
| All | +51.0% | +323.3% | -272.3% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CMI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling